F&N - SGX
SMA 200 - Net Profit, Profit Chart and Trade Chart
As you can see, SMA 200 beats buy and hold.
As you can see, SMA 200 beats buy and hold.
Showing posts with label SMA200. Show all posts
Showing posts with label SMA200. Show all posts
Wednesday, 7 September 2011
F&N - SGX SMA200 Backtest
Buy and Hold
Long 8th Nov 2006 @ 3.94
Close 2nd Sep 2011 @ 5.82
Net Profit 1.88
Vs
SMA 200
Various Longs from 12th Dec 2006
Close 2nd Sep 2011
Net Profit 2.65
With shorting, add 1.31 for total net profit from both long and shorts of 3.96
Long 8th Nov 2006 @ 3.94
Close 2nd Sep 2011 @ 5.82
Net Profit 1.88
Vs
SMA 200
Various Longs from 12th Dec 2006
Close 2nd Sep 2011
Net Profit 2.65
With shorting, add 1.31 for total net profit from both long and shorts of 3.96
SMA 200 Vs Buy & Hold - Channel NewsAsia Forum
There was a discussion on trading using the SMA 200 in the Channel News Asia forum found here. I did a backtest demo to show the difference in profits between the two.
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